Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47416.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46018.77 Kr¶

PnL: ---------------------------------------> -869.8 Kr¶

DD now: ---------------------------------> -2.495 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:57:59.200436'

Anic Portfolio¶

Today¶

Return: -0.233 %¶

This Week¶

Return: -0.233 %¶

Total¶

Return: 55.23 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.490000 2740.500000 104.500000 3.960000 2636.000010
HMS Networks 2 -2.410000 761.200000 88.200000 13.110000 673.000000
Nordea Bank Abp 29 0.310000 3525.820000 71.820000 2.080000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.630000 389.500000 34.500000 9.720000 355.000000
Resurs Holding 22 -1.080000 603.460000 29.460000 5.130000 573.999998
Swedbank A 3 -0.200000 588.150000 24.150000 4.280000 564.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
SAAB B 8 -0.610000 3399.200000 22.200000 0.660000 3377.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.240000 541.200000 14.200000 2.690000 527.000000
Corem Property Group B 59 -4.130000 588.230000 11.230000 1.950000 576.999999
Securitas B 6 -1.160000 581.160000 11.160000 1.960000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 -0.230000 539.000000 -7.000000 -1.280000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -0.710000 505.960000 -28.040000 -5.250000 533.999999
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 0.970000 539.600000 -34.400000 -5.990000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.430000 2849.600000 -121.400000 -4.090000 2971.000006
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
OX2 18 0.680000 1455.300000 -208.700000 -12.540000 1663.999992
Axfood 13 1.310000 3512.600000 -243.400000 -6.480000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46028.470000 -860.100000 -2.47461% 46888.564618

Updated:¶

'2023-01-30 09:57:11.156738'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶